AGBP.L vs. DHYA.L

In the year-to-date period, AGBP.L achieves a -0.08% return, which is significantly lower than DHYA.L's 2.69% return.

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AGBP.L has a 0.10% expense ratio, which is lower than DHYA.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current AGBP.L Sharpe Ratio is 0.57, which is lower than the DHYA.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AGBP.L and DHYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGBP.L's dividend yield for the trailing twelve months is around 2.90%, while DHYA.L has not paid dividends to shareholders.

The maximum AGBP.L drawdown since its inception was -19.38%, which is greater than DHYA.L's maximum drawdown of -16.70%. Use the drawdown chart below to compare losses from any high point for AGBP.L and DHYA.L.

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) has a higher volatility of 1.44% compared to iShares USD High Yield Corporate Bond ESG UCITS ETF USD (Acc) (DHYA.L) at 1.29%. This indicates that AGBP.L's price experiences larger fluctuations and is considered to be riskier than DHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.